Pre-Market IV Report November 11, 2025

Pre-Market IV Report November 11, 2025

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: AVXL MESO PL CIEN LULU ADBE BW DAWN GSAT BRR DFDV TERN KURA CSIQ PL NVTS NKTR RH CIEN LULU AI LFMD RBRK RH RKT AI LNW ORCL MNKD CHWY ERIC SLV UGL

Stocks expected to have increasing option volume: NVDA PSKY CRWV JAMF BBAI NBIS OKLO AU RGTI ASTS RKLB CSCO BYND IHRT ASTS BBAI WULF TDW REAL AI SFTBY

NVIDIA (NVDA) 30-day call option implied volatility is at 50; compared to its 52-week range of 32 to 75. Call put ratio 2 calls to 1 put into SoftBank sells its entire stake in Nvidia for $5.83B.

Straddle prices into quarter results

Oklo Inc (OKLO) November 14 weekly 112 straddle priced for a move of 14.5%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Cisco Systems (CSCO) November 14 weekly 72 straddle priced for a move of 7.5%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on November 12.

Circle Internet Group (CRCL) November 14 weekly 104 straddle priced for a move of 14%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on November 12.

Walt Disney (DIS) November 14 weekly 112 straddle priced for a move of 7%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on November 13.

Applied Materials (AMAT) November 14 weekly 235 straddle priced for a move of 7.5%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on November 13.

JD.com (JD) November 14 weekly 31.50 straddle priced for a move of 7.5%. Call put ratio 4.6 calls to 1 put into the expected release of quarter results before the bell on November 13.

Movers

Celestica (CLS) 30-day option implied volatility is at 74; compared to its 52-week range of 44 to 132. Call put ratio 2.3 calls to 1 put as share price up 5.8%.

KeyCorp (KEY) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 68. Call put ratio 18.9 calls to 1 put with a focus on 28500 contracts of November 18 calls.

Brookfield Asset Management (BAM) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 64. Call put ratio 1 call to 8.8 puts with a focus on 5200 contracts of December 50 puts.

Carlyle Secured Lending (CGBD) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 51 with a focus on a spreader of May 12.50 and 15 calls.

LKQ Corporation (LKQ) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 48 with a focus on 3200 contracts of December 35 calls.

Enviri (NVRI) 30-day option implied volatility is at 70; compared to its 52-week range of 31 to 99. Call put ratio 4.1 calls to 1 put with a focus on a spreader of 1400 contracts of January 12.50 and 17.50 calls.

Newsmax (NMAX) 30-day call option implied volatility is at 39; compared to its 52-week range of 40 to 273 with a focus on November 14 weekly 10 calls.

Options with decreasing option implied volatility: BHVN BHF SEZL GRPN HIMZ APPS SRPT LQDA QURE HTZ INOD UPWK ADMA ENVX FIG TTD UPST COMP VERI
Increasing unusual option volume: SW MTSR IFRX REAL MLYS OBDC BIRK BBD GOOS
Increasing unusual call option volume: MTSR OBDC IFRX REAL BBD GOOS VFF TEN
Increasing unusual put option volume: FIVN MTSR MLYS TE BAM PZZA CMCSA DOCN
Popular stocks with increasing volume: SOFI INTC CMCSA RIVN CRWV MSTR HOOD SNAP MU PFE
Active options: NVDA TSLA PLTR OPEN SOFI AMD AAPL AMZN META GOOGL INTC CMCSA RIVN CRWV MSFT MSTR HOOD SNAP MU PFE
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $60.30, natural gas mixed, gold at $4145

Active options: NVDA TSLA PLTR AMD AAPL SOFI AMZN OPEN META MU MSFT INTC GOOGL MSTR HOOD CRWV BMNR GOOG PFE IREN